Introduction to Wavelets and Applications

Doris Hinestroza Gutierrez, Ph.D.

Departamento de Matematicas
Facultad de Ciencias Naturales y Exactas
Universidad del Valle

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Doris H. (V)

Fourier-Wavelet

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Outline

References

Historical Development

Introduction

Fourier analysis

Wavelet Analysis

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References
Unser M. Sampling - 50 year after Shannon. Proceedings of the IEEE, Vol
88, 2000.
Bachman G, Narici L, Beckestein E. Fourier and Wavelets Analysis, Springer.
2000.
Benson D. Mathematics and Music, Aberdeen, 2006.
Bremaud P. Mathematical principles of signal processing, Springer. 2002.
Mallat S. A wavelet tour of signal processing, Academic Press. 1999.
Strang, G., Nguyen, T. (1996). Wavelets and Filter Banks.
Wellesley-Cambridge Press
Daubechies, I. (1992). Ten Lectures on Wavelets. Society for Industrial and
Applied Mathematics.
Holschneider, M. (1995). Wavelet An Analysis Tool. Clarendon Press.
Valens, C. (1995). A really friendly guide to wavelets.
Doris H. (V)
Fourier-Wavelet

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http://perso.wanadoo.fr/polyvalens/clemens/wavelets/wavelets.html

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Historical Development
1807 -Joseph Fourier: that every periodic function can be express as
infinity sum of sins and cosine in dierent frequencies.
1909 Alfred Haar: Haar basis (latter will be the first wavelets)
1946 Gabor: functions decompose in packets of time-frequency.
1984 Alex Grossman, Morlet develops a model. wavelet appears for
first time.
1985 Ives Meyer: first wavelet orthogonal.
1987 Ingrid Daubechies: first orthogonal wavelets with compact
support.
1990 David Donoho and Johnstone: Wavelets to eliminate the noise
of signal.
2004 ..... After the 90 wavelets can be an useful tool to analysis and
practical problems
Doris H. (V)

Fourier-Wavelet

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Some Application of Wavelets

Mathematics:
Approximation Theory
Dierential equations
Integral Equations
Fractional dimension
Signal and Images Processing
Geophysics:
Decomposition in time-frequency of
seismic signals, fractal analysis, elimination
of noise, Inversion, data processing
scaling
Medicine: Medical Images
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Fourier-Wavelet

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Why to use Transform?

TRANSFORMS:

: X !Y
f ! (f )

The transform function can give us information than the original

function.
Using transforms we can solve equation in a simpler form.
Using transforms we can require less space. (compression of data)
We can apply other simple operations to the transform function than
the original (Convolution), Derivatives, etc)
Doris
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Hilbert Spaces
H : Hilbert Space: h, , i Inner product

x, y 2 H, x?y () hx, y i = 0.

V a subspace of H , define
V ? = {h 2 H : hh, v i = 0, for all v 2 V }
V ? : Orthogonal complement of V .

Theorem
(Projection Theorem) Let V a closed subspace of the Hilbert space H and
b 2 H. Then There is a unique u 2 V such that
kb
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uk = inf {kb

v k : v 2 A} ,
Fourier-Wavelet

u = PrV b.
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Fourier Series

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Fourier-Wavelet

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Fourier Series
If f 2 L2 [0, 2] with period 2, f has a representation
1
X

f (t) =

Cn e int ,

n= 1

where Fourier coefficients Cn

1
Cn =
2

f (t)e

int

dt.

The series converges f (t). If we define

fN (t) =

N
X

Cn e int ,

n= N

kf
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fN k2 ! 0,

cuando N ! 1.

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The functions Wn are orthonormal basis in L2 [0, 2] .

Wn (t) = e int ,
Wn is generated by a unique function
W (t) = e it = cos t + i sin t
Wn (t) =W (nt)

Figura: Real and Imaginary part de Wo (t)

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W1 (t)

W2 (t)
AgPstP
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If L2 (R) is the space of square integrable functions

Z

1
1

|f (t)|2 dt < 1.

If f , g 2 L2 (R) the inner product in L2 (R) is given by

hf , g i =

f (t)g (t)dt,

kf k2 = hf , f i.
If f 2 L2 (R) f decays to 0 as 1.
Is there a function 2 L2 (R) that generes all L2 (R)?
Lets considerer translations of
Lets consider dilations of

(t
(2j t

k), k 2 Z

k) j, k 2 Z

= 2j/2 (2j .
k j,k k = k k
j,k (t)

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Fourier-Wavelet

k)
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Wavelet
Definition: A function 2 L2 (R) is called an orthogonal wavelet if the family
{ j,k }j,k2Z is an orthonormal basis for L2 (R), that is
h

donde

j,k

l,m i

jl km

=2j/2 (2j t

k),

j,k ,

j, k, l, m 2 Z,
j, k 2 Z, j > 0.

, for each f 2 L2 (R) is represented by the series

X
f (t) =
cj,k j,k (t)
j,k2Z

where

cj,k = hf , j,k i
Z 1
=
f (t) j,k (t)dt
1
Z 1
= 2j/2
f (t) (2j t
1

,!

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Fourier-Wavelet

k)dt.
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Fourier Transform
The Fourier Transform of a function f 2 L2 (R) is defined by
Z 1
b
f (!) =
f (t) e i!t dt
1

The function f is recovered by

f (t) =

1
2

1
1

b
f (!)e i!t d!.

Parseval Identity
If f 2 L2 (R) then

1
|f (t)| dt =
2
R
2

|f(w )|2 dw ,

or
kf k22 =
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1 2
kf k2 .
2

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EXAMPLE
Example
f (t) = cos(220t) + cos(250t) + cos(2100t) + cos(2200t)

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Fourier-Wavelet

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STATIONARY AND NON-STATIONARY SIGNALS

Example

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FOURIER TRANSFORM OF THE SIGNAL1

Example

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FOURIER TRANSFORM OF THE SIGNAL2

Example

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FOURIER TRANSFORM OF THE SIGNAL3

Example

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Short Time Fourier Transform

If a function f is continuous, f 2 L2 (R) and g 2 L2 (R) window function, we

define the Short Time Fourier Transform as:
Z 1
fbg (, !) =
f (t)g (t )e i!t dt.
1

is used to translate the window.

Given a function f 2 L2 (R), we can reconstruct the original function by using the
inversion formula:

f (t) =

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1
1

1
1

fbg (, !)e i!t d!d.

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STFT THE SIGNAL

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STFT OF THE SIGNAL2

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FOURIER TRANSFORM OF THE SIGNAL4

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FOURIER TRANSFORM OF THE SIGNAL4

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Wavelet Examples

Example
( Mexican Hat Wavelet). Considerer the function
'(x) = e
we have that

d 2 '(x)
= (1
x2

x 2 /2

2 L2 (R).

x 2 )e

x 2 /2

Therefore
= (1

x 2 )e

2 L2 (R).

x 2 /2

is a wavelet

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the Mexican Hat Wavelet

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